- Effect of drift of the generalized Brownian motion process: an example for the analytic Feynman integral
2016/04/06 by Seung Jun Chang, Jae Gil Choi · 2 citations
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Brownian excursion #Brownian motion #Computer science #Diffusion process #Feynman diagram #Feynman integral #Fractional Brownian motion #Geometric Brownian motion #Mathematical analysis #Mathematical physics #Mathematics #Numerical methods in inverse problems #Physics #Reflected Brownian motion #Statistical physics #Statistics #Stochastic processes and financial applications #Wiener process
- The Brownian Movement and Stochastic Equations
1942/04/01 by J. L. Doob · 1 citation
Mathematics · #Statistical Distribution Estimation and Applications #Mathematics #Brownian motion #Movement (music) #Wiener process #Brownian excursion #Geometric Brownian motion #Mathematical analysis #Statistical physics #Diffusion process #Statistics #Computer science